What you have to remember is most the NPCs have no idea about most of this stuff either and what they do know is usually written in books. The only people really still alive from say the oblivion crisis are either elves, vampires or gods and so not many people really know the true events of what occurred during the oblivion crisis or how much of a lie it is when the Thalmor claim they saved the elves during the oblivion crisis. Certainly the Thalmor did not solve the oblivion crisis, that was done by the Empire and so without the Empire solving the crisis the Thalmor could not have withstood it, but how much further on from that is a lie, isn't really known.
I thought I understood most of the lore but I really don't get the forsworn thing. If they were there before Nords landed in Skyrim how did they descend from Nords?

People don't stick to regions religiously, think of it more as just the city, while Nords inhabit most of Skyrim they do not inhabit all of it and they're not the only inhabitants, Markarth was primarily a Breton town/city (note that Markarth is close to high rock) in an area where Nords didn't really pay much interest until after the Bretons moved into the area and then they forced them (the mainly breton populous) out of their own city. It's the same reason why in Oblivion Nords tended to live more in Bruma; Khajiits and Argonians more in Bravil and Layawiin; and Dark Elves in Cheydinhal due to those cities being the closest to each of the related racial provinces. This can also be seen in Skyrim where Dark elves again live more in Riften and Windhelm which are close to the borders of Marrowind.
The forsworn are bitter like the Falmer at their treatment by the other races and being forced from their ancestral home. The forsworn however unlike the falmer allied themselves with the Hagraven's which gives the forsworn a massive advantage over the nords in Markarth, I wouldn't be surprised if by the next game if Markarth eventually falls to the Forsworn because of their hagraven allies creating the briarhearts. The forsworn are not entirely breton but are almost entirely exclusively human, with the exception of their hagraven allies.